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MTI Performance
MTI performance based on switching Rydex RYVYX/RYVNX
Return Statistics
Highest 12 month return131.84%
Lowest 12 month return-1.44%
Average Annual return42.21%
Average Monthly Return3.18%
Highest Monthly Return27.90%
Lowest Monthly Return-9.01%
Average Gain9.08%
Average Loss-0.96%
Cumulative Return285.65%
Compound Monthly return2.98%
Longest Losing Streak
Maximum Drawdown-16.41%
Quantitative Statistics
Sharpe Ratio (Rolling 12)1.15 
Sharpe Ratio (Annualized)1.63 
Std. Dev (Rolling 12)5.75 
Std. Dev (Monthly)6.75 
Beta0.07 
Alpha3.11 
Year1st Qtr2nd Qtr3rd Qtr4th QtrYTD
2004--13.4%55.2%75.9%
20059.0%10.7%12.4%20.3%63.3%
20060.0%11.8%-16.4%8.1%1.0%
20077.6%1.4%13.3%7.5%32.9%
20080.0%---0.0%